Mastering Liquidity Dynamics and Gaining Visibility of Funding Sources

Video

Jul 18, 2024

Ian Broff, VP, Head of Bank Financial Risk Management, USAA Federal Savings Bank

Tags: ALM, Treasury and Liquidity Risk Stress Testing

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Understanding how deposit behaviors vary across customer segments is essential for crafting targeted liquidity risk management strategies.
Leveraging metrics like LCR and customized stress tests helps fortify liquidity reserves in response to market fluctuations.
Collaborating effectively across market risk, treasury, and finance departments enhances liquidity oversight and responsiveness.
Anticipating regulatory changes and preparing for rapid liquidity stress scenarios are critical for strengthening resilience and strategic planning.

Ian Broff Bio

Prior to joining USAA, Ian was with BNP Paribas' Bank of the West, where he served as the Head of Market & Counterparty Risk. While at BNP, Ian also held roles as a Senior Credit Officer and in Enterprise Risk Credit Strategies. Prior to BNP, Ian worked for a market-neutral hedge fund covering the financial services sector for 2 years from 2007-2009. Prior to 2007, Ian worked in various roles in risk management and corporate credit with Bank of America. Ian is an active CFA Charterholder and member of the DFW CFA Society. He holds a Master's in Financial Engineering from UCLA Anderson School of Management and a Bachelor's of Science in Finance from Boston College. Ian is also a graduate of the Pacific Coast Banking School where he was published in the Library.